Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.51% | 96.95 % | 97.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,155 CHF | 488,655 CHF | 99.38% | 99.38% |
15/05/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,328 CHF | 490,828 CHF | 98.97% | 98.97% |
14/05/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,292 CHF | 491,792 CHF | 99.38% | 99.38% |
13/05/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,534 CHF | 491,034 CHF | 98.82% | 98.82% |
10/05/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,689 CHF | 486,189 CHF | 99.20% | 99.20% |
08/05/2024 | 0.50% | 94.95 % | 95.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,150 CHF | 475,506 CHF | 99.05% | 99.05% |
07/05/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,988 CHF | 482,488 CHF | 97.39% | 97.39% |
06/05/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,513 CHF | 480,013 CHF | 99.38% | 99.38% |
03/05/2024 | 0.52% | 95.90 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,672 CHF | 482,172 CHF | 99.37% | 99.37% |
02/05/2024 | 0.48% | 93.65 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,029 CHF | 467,279 CHF | 99.33% | 99.33% |